Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods

Authors:
Foued Saídaoui
Affiliations:
Higher Institute of Management, Street Abdel-Aziz El-Bahi, Sousse 4000, Tunisia
Venue:
Computational Statistics & Data Analysis
Year:
2010

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Abstract

Hidden semi-Markov models are a generalization of the well-known hidden Markov model. They allow for a greater flexibility of sojourn time distributions, which implicitly follow a geometric distribution in the case of a hidden Markov chain. The aim of ...